Structurally Sound Dynamic Index Futures Hedging
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More about this item
Keywordsreverse order cusum-square test; index futures hedging;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-30 (All new papers)
- NEP-FIN-2004-10-30 (Finance)
- NEP-RMG-2004-10-30 (Risk Management)
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